pearson cor: use formula that's linear in weights (#2)

* use formula that's linear in weights * try to fix travis osx
tnagler · Feb 7, 2019 · 6df8f6f · 6df8f6f
1 parent 3d45196
commit 6df8f6f
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Showing 2 changed files with 3 additions and 5 deletions.
diff --git a/.travis.yml b/.travis.yml
@@ -41,7 +41,6 @@ install:
 
   ### OSX
   - if [ $TRAVIS_OS_NAME == osx ]; then /usr/bin/yes | pip2 uninstall numpy; fi
-  - if [ $TRAVIS_OS_NAME == osx ]; then rm /usr/local/include/c++; fi # https://github.com/Homebrew/brew/issues/1742#issuecomment-277308817
   - if [ $TRAVIS_OS_NAME == osx ]; then brew update; fi
   - if [ $TRAVIS_OS_NAME == osx ]; then brew install gcc lcov eigen doxygen graphviz; fi
 

diff --git a/include/wdm/prho.hpp b/include/wdm/prho.hpp
@@ -44,10 +44,9 @@ inline double prho(std::vector<double> x,
     // compute variances and covariance
     double v_x = 0.0, v_y = 0.0, cov = 0.0, wi_sq;
     for (size_t i = 0; i < n; i++) {
-        wi_sq = weights[i] * weights[i];
-        v_x += x[i] * x[i] * wi_sq;
-        v_y += y[i] * y[i] * wi_sq;
-        cov += x[i] * y[i] * wi_sq;
+        v_x += x[i] * x[i] * weights[i];
+        v_y += y[i] * y[i] * weights[i];
+        cov += x[i] * y[i] * weights[i];
     }
 
     // compute correlation